Smoothing for doubly stochastic Poisson processes

Authors:
D. Snyder
Affiliations:
-
Venue:
IEEE Transactions on Information Theory
Year:
2006

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Linear and nonlinear smoothing algorithms for widely factorizable signals

Signal Processing

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Abstract

Some general equations are derived for the smoothing density of a Markov process that modulates the intensity of an observed doubly stochastic Poisson process. The equations are in terms of filtering densities that are specified by recursive equations.